But if you use different address or exchange's address then surely no trace is possible theoretically.
This is not true. It is possible, it is just much harder and requires access to more information.
Though I have seen some guys been traced, so yeah awesome that anonymous yet secured.
Bitcoin is actually pseudo-anonymous. Whoever is advertising it as completely anonymous is spreading partially-true information. Besides, nothing is 100% anonymous.
and also my bitcoin address is not linked to my identity so i am in fact anonymous! so nobody on the internet can not find me.
This is what makes Bitcoin anonymous enough. For those that need more anonymity there are other options such a mixing or anonymous altcoins. More improvements for privacy should come in the future.
Yes Bitcoin is anonymous enough for me. I have dozens of addresses. You can trace all my moves, but I am not doing anything illegal, so I don't really care.
No. Nobody can 'really' trace
your moves as long as you don't publish your ownership of said addresses somewhere. They can track the transactions but would have no idea who they belong to.